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Time-Varying Feedback Optimization for Quadratic Programs with Heterogeneous Gradient Step Sizes

2023/09/05 by Andrey Bernstein, Joshua Comden, Bernstein, Andrey +5 · 2 citations
Computer Science · Engineering · #Adaptive Dynamic Programming Control #Advanced Control Systems Optimization #FOS: Mathematics #Optimization and Control (math.OC) #Smart Grid Energy Management

paper · pdf · doi:10.48550/arxiv.2309.02618

openalex publication_date 2023/09/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

Online feedback-based optimization has become a promising framework for real-time optimization and control of complex engineering systems. This tutorial paper surveys the recent advances in the field as well as provides novel convergence results for primal-dual online algorithms with heterogeneous step sizes for different elements of the gradient. The analysis is performed for quadratic programs and the approach is illustrated on applications for adaptive step-size and model-free online algorithms, in the context of optimal control of modern power systems.

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